Solvability of Differential Riccati Equations and Applications to Algorithmic Trading with Signals (Q6047092)
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scientific article; zbMATH DE number 7746917
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solvability of Differential Riccati Equations and Applications to Algorithmic Trading with Signals |
scientific article; zbMATH DE number 7746917 |
Statements
Solvability of Differential Riccati Equations and Applications to Algorithmic Trading with Signals (English)
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9 October 2023
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Riccati equations
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algorithmic trading
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market making
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signals
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optimal execution
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statistical arbitrage
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